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Volume 37 • Number 4 • 2014
 
• Best Linear Unbiased and Invariant Reconstructors for the Past Records
B. Khatib and Jafar Ahmadi

Abstract.
The best linear unbiased reconstructor and the best linear invariant reconstructor of the past upper records based on observed upper record values for the location--scale family of distributions are derived. The results are obtained in detail for two-parameter exponential distribution. A comparison study is performed in terms of mean squared reconstruction error and Pitman's measure of closeness criteria. Finally, a real example is given to illustrate the proposed procedures.

2010 Mathematics Subject Classification: 62G30 (62N99)


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